Stories · Financial Services
MBS pricing in real time, lineage regulator-grade : delivered agent-native.
A capital-markets customer had been chasing real-time MBS pricing for years. Every traditional SI proposal hit the same wall: the lineage and audit work consumed the budget that should have funded the real-time engineering. Mactores delivered it agent-native.
Baseline
Overnight-batch MBS pricing. Multi-year real-time ambition blocked by lineage cost.
Outcome
AWS-native real-time pricing platform with regulator-grade lineage captured at runtime.
Time to Value
Weeks
The Challenge
The lineage workstream had been eating the engineering budget.
Mortgage-backed securities pricing on overnight batches means the trading desk runs on yesterday's signal : and the market does not. Real-time pricing was a multi-year ambition.
Every prior proposal stalled because the audit and lineage requirements added a parallel workstream that consumed the engineering budget. The economics did not work under traditional delivery. The engineering and the audit defense were two separate workstreams competing for the same dollars.
How We Delivered
Aedeon captured lineage as a property of the system. FDEs built the real-time architecture.
Aedeon captured lineage and audit evidence at runtime : every signal, every model invocation, every trading decision, traced and logged as the system operated. That collapsed what had previously been a parallel audit workstream into a property of the running system.
Aedeon's Lane
- •Lineage capture at runtime across all pricing signals
- •Audit evidence logged as system property
- •Model invocation tracing
- •Trading decision audit trail
Forward-Deployed Engineers' Lane
- •Real-time architecture design
- •Trading-desk cutover plan
- •Regulator-defense at architecture level
- •Production sign-off
Compliance
FFIEC, SEC, FINRA-aligned audit evidence captured at decision time. Lineage from raw signal through model output through trading decision.
Why This Matters
Audit defense became a system property, not a cost line.
Most regulated-industry modernizations stall on the same trap: the audit workstream and the engineering workstream compete for the same budget. Agent-native delivery collapses the trap. The audit defense becomes a property of the system Aedeon scaffolds : not a separate cost line. The engineering budget reallocates to the work that actually moves the trading-desk numbers.